我正在GPU上编写图像恢复算法，详见
Cuda: least square solving , poor in speed
解决线性系统的QR分解方法
Ax=b
的工作原理如下
min||Ax-b|| ---> ||QRx-b|| ---> ||(Q^T)QRx-(Q^T)b|| ---> ||Rx-(Q^T)b||
其中R是上三角矩阵。由此产生的上三角线性系统很容易解决。
我想使用CULA工具来实现此方法。 CULA例程GEQRF计算QR分解。手册说：
退出时，数组对角线上方和上方的元素包含
min(M,N)-by-N上梯形矩阵R（R为上限 三角形m >= n);对角线以下的元素，用 数组TAU，表示正交/酉矩阵Q作为产品min(m,n)基本反射器。
我无法弄清楚Q的存储位置，算法对我来说似乎过于复杂。你能提出任何建议吗？
谢谢！
答案 0 :(得分：6)
截至2015年2月，CUDA 7.0（现在发布候选版本）提供了新的cuSOLVER库，包括计算矩阵QR分解的可能性。这与cuBLAS库结合使用，可以根据cuSOLVER用户指南附录C中阐述的指南解决线性系统。
您必须遵循的步骤是：
1）geqrf：它通过返回R的上三角部分中的上三角矩阵A和矩阵Q来计算矩阵的QR分解Householder的向量形式存储在A的下三角部分，而Householder的向量的缩放因子由TAU参数返回;
2）ormqr：它会通过覆盖Q返回C和矩阵C的乘积;
3）trsm：它解决了一个上三角线性系统。
下面，我将提供这些例程的完整示例。
#include "cuda_runtime.h"
#include "device_launch_paraMeters.h"
#include<iostream>
#include<fstream>
#include<iomanip>
#include<stdlib.h>
#include<stdio.h>
#include<assert.h>
#include <cusolverDn.h>
#include <cublas_v2.h>
#include <cuda_runtime_api.h>
#include "Utilities.cuh"
#include "TimingGPU.cuh"
#define BLOCK_SIZE 32
#define prec_save 10
/***************/
/* COPY KERNEL */
/***************/
__global__ void copy_kernel(const double * __restrict d_in, double * __restrict d_out, const int M, const int N) {
const int i = blockIdx.x * blockDim.x + threadIdx.x;
const int j = blockIdx.y * blockDim.y + threadIdx.y;
if ((i < N) && (j < N)) d_out[j * N + i] = d_in[j * M + i];
}
/****************************************************/
/* LOAD INDIVIDUAL REAL MATRIX FROM txt FILE TO CPU */
/****************************************************/
// --- Load individual real matrix from txt file
template <class T>
void loadCPUrealtxt(T * __restrict h_out, const char *filename, const int M) {
std::ifstream infile;
infile.open(filename);
for (int i = 0; i < M; i++) {
double temp;
infile >> temp;
h_out[i] = (T)temp;
}
infile.close();
}
/************************************/
/* SAVE REAL ARRAY FROM GPU TO FILE */
/************************************/
template <class T>
void saveGPUrealtxt(const T * d_in, const char *filename, const int M) {
T *h_in = (T *)malloc(M * sizeof(T));
gpuErrchk(cudaMemcpy(h_in, d_in, M * sizeof(T), cudaMemcpyDeviceToHost));
std::ofstream outfile;
outfile.open(filename);
for (int i = 0; i < M; i++) outfile << std::setprecision(prec_save) << h_in[i] << "\n";
outfile.close();
}
/********/
/* MAIN */
/********/
int main(){
// --- Extension of Appendix C.1 of cuSOLVER library User's Guide
// --- See also http://www.netlib.org/lapack/lug/node40.html
// --- ASSUMPTION Nrows >= Ncols
const int Nrows = 500;
const int Ncols = 500;
TimingGPU timerGPU;
double timingQR, timingSolve;
// --- cuSOLVE input/output parameters/arrays
int work_size = 0;
int *devInfo; gpuErrchk(cudaMalloc(&devInfo, sizeof(int)));
// --- CUDA solver initialization
cusolverDnHandle_t solver_handle;
cusolveSafeCall(cusolverDnCreate(&solver_handle));
// --- CUBLAS initialization
cublasHandle_t cublas_handle;
cublasSafeCall(cublasCreate(&cublas_handle));
/***********************/
/* SETTING THE PROBLEM */
/***********************/
// --- Setting the host, Nrows x Ncols matrix
double *h_A = (double *)malloc(Nrows * Ncols * sizeof(double));
loadCPUrealtxt(h_A, "D:\\Project\\solveNonSquareLinearSystemQRCUDA\\solveNonSquareLinearSystemQRCUDA\\testMatrix.txt", Nrows * Ncols);
// --- Setting the device matrix and moving the host matrix to the device
double *d_A; gpuErrchk(cudaMalloc(&d_A, Nrows * Ncols * sizeof(double)));
gpuErrchk(cudaMemcpy(d_A, h_A, Nrows * Ncols * sizeof(double), cudaMemcpyHostToDevice));
// --- Initializing the data matrix C (Of course, this step could be done by a kernel function directly on the device).
// --- Notice that, in this case, only the first column of C contains actual data, the others being empty (zeroed). However, cuBLAS trsm
// has the capability of solving triangular linear systems with multiple right hand sides.
double *h_C = (double *)calloc(Nrows * Nrows, sizeof(double));
loadCPUrealtxt(h_C, "D:\\Project\\solveNonSquareLinearSystemQRCUDA\\solveNonSquareLinearSystemQRCUDA\\testVector.txt", Nrows);
double *d_C; gpuErrchk(cudaMalloc(&d_C, Nrows * Nrows * sizeof(double)));
gpuErrchk(cudaMemcpy(d_C, h_C, Nrows * Nrows * sizeof(double), cudaMemcpyHostToDevice));
/**********************************/
/* COMPUTING THE QR DECOMPOSITION */
/**********************************/
timerGPU.StartCounter();
// --- CUDA QR GEQRF preliminary operations
double *d_TAU; gpuErrchk(cudaMalloc((void**)&d_TAU, min(Nrows, Ncols) * sizeof(double)));
cusolveSafeCall(cusolverDnDgeqrf_bufferSize(solver_handle, Nrows, Ncols, d_A, Nrows, &work_size));
double *work; gpuErrchk(cudaMalloc(&work, work_size * sizeof(double)));
// --- CUDA GEQRF execution: The matrix R is overwritten in upper triangular part of A, including diagonal
// elements. The matrix Q is not formed explicitly, instead, a sequence of householder vectors are
// stored in lower triangular part of A.
cusolveSafeCall(cusolverDnDgeqrf(solver_handle, Nrows, Ncols, d_A, Nrows, d_TAU, work, work_size, devInfo));
int devInfo_h = 0; gpuErrchk(cudaMemcpy(&devInfo_h, devInfo, sizeof(int), cudaMemcpyDeviceToHost));
if (devInfo_h != 0) std::cout << "Unsuccessful gerf execution\n\n";
timingQR = timerGPU.GetCounter();
printf("Timing for QR calculation = %f [ms]\n", timingQR);
/*****************************/
/* SOLVING THE LINEAR SYSTEM */
/*****************************/
timerGPU.StartCounter();
// --- CUDA ORMQR execution: Computes the multiplication Q^T * C and stores it in d_C
cusolveSafeCall(cusolverDnDormqr(solver_handle, CUBLAS_SIDE_LEFT, CUBLAS_OP_T, Nrows, Ncols, min(Nrows, Ncols), d_A, Nrows, d_TAU, d_C, Nrows, work, work_size, devInfo));
// --- Reducing the linear system size
double *d_R; gpuErrchk(cudaMalloc(&d_R, Ncols * Ncols * sizeof(double)));
double *d_B; gpuErrchk(cudaMalloc(&d_B, Ncols * sizeof(double)));
dim3 Grid(iDivUp(Ncols, BLOCK_SIZE), iDivUp(Ncols, BLOCK_SIZE));
dim3 Block(BLOCK_SIZE, BLOCK_SIZE);
copy_kernel << <Grid, Block >> >(d_A, d_R, Nrows, Ncols);
gpuErrchk(cudaMemcpy(d_B, d_C, Ncols * sizeof(double), cudaMemcpyDeviceToDevice));
// --- Solving an upper triangular linear system - compute x = R \ Q^T * B
const double alpha = 1.;
cublasSafeCall(cublasDtrsm(cublas_handle, CUBLAS_SIDE_LEFT, CUBLAS_FILL_MODE_UPPER, CUBLAS_OP_N,
CUBLAS_DIAG_NON_UNIT, Ncols, 1, &alpha, d_R, Ncols, d_B, Ncols));
timingSolve = timerGPU.GetCounter();
printf("Timing for solution of the linear system = %f [ms]\n", timingSolve);
printf("Overall timing = %f [ms]\n", timingQR + timingSolve);
/************************/
/* CHECKING THE RESULTS */
/************************/
// --- The upper triangular part of A contains the elements of R. Showing this.
saveGPUrealtxt(d_A, "D:\\Project\\solveNonSquareLinearSystemQRCUDA\\solveNonSquareLinearSystemQRCUDA\\d_R.txt", Nrows * Ncols);
// --- The first Nrows elements of d_C contain the result of Q^T * C
saveGPUrealtxt(d_C, "D:\\Project\\solveNonSquareLinearSystemQRCUDA\\solveNonSquareLinearSystemQRCUDA\\d_QTC.txt", Nrows);
// --- Initializing the output Q matrix (Of course, this step could be done by a kernel function directly on the device)
double *h_Q = (double *)malloc(Nrows * Nrows * sizeof(double));
for (int j = 0; j < Nrows; j++)
for (int i = 0; i < Nrows; i++)
if (j == i) h_Q[j + i*Nrows] = 1.;
else h_Q[j + i*Nrows] = 0.;
double *d_Q; gpuErrchk(cudaMalloc(&d_Q, Nrows * Nrows * sizeof(double)));
gpuErrchk(cudaMemcpy(d_Q, h_Q, Nrows * Nrows * sizeof(double), cudaMemcpyHostToDevice));
// --- Calculation of the Q matrix
cusolveSafeCall(cusolverDnDormqr(solver_handle, CUBLAS_SIDE_LEFT, CUBLAS_OP_N, Nrows, Ncols, min(Nrows, Ncols), d_A, Nrows, d_TAU, d_Q, Nrows, work, work_size, devInfo));
// --- d_Q contains the elements of Q. Showing this.
saveGPUrealtxt(d_Q, "D:\\Project\\solveNonSquareLinearSystemQRCUDA\\solveNonSquareLinearSystemQRCUDA\\d_Q.txt", Nrows * Nrows);
// --- At this point, d_C contains the elements of Q^T * C, where C is the data vector. Showing this.
// --- According to the above, only the first column of d_C makes sense.
//gpuErrchk(cudaMemcpy(h_C, d_C, Nrows * Nrows * sizeof(double), cudaMemcpyDeviceToHost));
//printf("\n\n");
//for (int j = 0; j < Nrows; j++)
// for (int i = 0; i < Nrows; i++)
// printf("C[%i, %i] = %f\n", j, i, h_C[j + i*Nrows]);
// --- Check final result
saveGPUrealtxt(d_B, "D:\\Project\\solveNonSquareLinearSystemQRCUDA\\solveNonSquareLinearSystemQRCUDA\\d_B.txt", Ncols);
cusolveSafeCall(cusolverDnDestroy(solver_handle));
return 0;
}
运行此类示例所需的Utilities.cu和Utilities.cuh文件将保留在此github page。 TimingGPU.cu和TimingGPU.cuh文件保留在此github page。
可以生成数据，并可以通过以下Matlab代码检查结果：
clear all
close all
clc
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
% GENERATE RANDOM NON-SQUARE MATRIX WITH DESIRED CONDITION NUMBER %
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
% --- Credit to https://math.stackexchange.com/questions/198515/can-we-generate-random-singular-matrices-with-desired-condition-number-using-mat
Nrows = 500; % --- Number of rows
Ncols = 500; % --- Number of columns
% condNumber = 10 * sqrt(2); % --- Desired condition number
% A = randn(Nrows, Ncols);
% [U, S, V] = svd(A);
% S(S~=0) = linspace(condNumber, 1, min(Nrows, Ncols));
% A = U * S * V';
% --- Setting the problem solution
x = ones(Ncols, 1);
% y = A * x;
%
% Asave = reshape(A, Nrows * Ncols, 1);
% save testMatrix.txt Asave -ascii -double
% save testVector.txt y -ascii -double
load testMatrix.txt
load testVector.txt
A = reshape(testMatrix, Nrows, Ncols);
y = testVector;
[Q, R] = qr(A);
xMatlab = R \ (Q.' * y);
fprintf('Percentage rms of solution in Matlab %f\n', 100 * sqrt(sum(sum(abs(xMatlab - x).^2)) / sum(sum(abs(x).^2))));
fprintf('Percentage rms of Q * R - A %f\n', 100 * sqrt(sum(sum(abs(Q * R - A).^2)) / sum(sum(abs(A).^2))));
load d_R.txt
d_R = reshape(d_R, Nrows, Ncols);
d_R = d_R(1 : Ncols, :);
R = R(1 : Ncols, :);
fprintf('Percentage rms of matrix R between Matlab and CUDA %f\n', 100 * sqrt(sum(sum(abs(triu(R) - triu(d_R)).^2)) / sum(sum(abs(triu(d_R)).^2))));
load d_QTC.txt
fprintf('Percentage rms of Q^T * y - d_QTC %f\n', 100 * sqrt(sum(sum(abs(Q.' * y - d_QTC).^2)) / sum(sum(abs(d_QTC).^2))));
load d_B.txt
fprintf('Percentage rms of solution in Matlab %f\n', 100 * sqrt(sum(sum(abs(d_B - x).^2)) / sum(sum(abs(x).^2))));
请根据需要注释/取消注释行。
<强>时序
计时（以毫秒为单位）（在GTX960卡上执行测试，cc.5.2）：
Size QR decomposition Solving system Overall
100x100 0.89 1.41 2.30
200x200 5.97 3.23 9.20
500x500 17.08 21.6 38.7
答案 1 :(得分：1)
void GEQRF(int M,int N,T* A,int LDA, T* TAU, T* WORK,int LWORK,int &INFO)
在GEQRF之后，R存储在A的上三角部分。然后可以使用xORGQR生成Q，其中A和TAU作为输入。
更多解释：http://www.culatools.com/forums/viewtopic.php?f=15&t=684
答案 2 :(得分：1)
以下代码是JackOLantern对通用的M-by-K输入RHS矩阵b的回答的略微扩展。基本上，您需要复制R和中间b的上矩阵，以便矩阵具有正确的步幅。
#include <stdio.h>
#include <stdlib.h>
#include <assert.h>
#include <iostream>
#include "cuda_runtime.h"
#include "cublas_v2.h"
#include "cusolverDn.h"
#include "cublas_test.h"
#include "Eigen/Dense"
#include "gpu_util.h"
//##############################################################################
template<typename T>
void PrintEMatrix(const T &mat, const char *name) {
std::cout << name << " =\n";
std::cout << mat << std::endl;
}
//##############################################################################
template<typename T>
__global__
void Ker_CopyUpperSubmatrix(const T *__restrict d_in,
T *__restrict d_ou,
const int M, const int N, const int subM) {
const int i = threadIdx.x + blockIdx.x*blockDim.x;
const int j = threadIdx.y + blockIdx.y*blockDim.y;
if (i>=subM || j>=N)
return;
d_ou[j*subM+i] = d_in[j*M+i];
}
//##############################################################################
int TestQR() {
typedef double T; // NOTE: don't change this. blas has different func name
typedef Eigen::Matrix<T,Eigen::Dynamic,Eigen::Dynamic> MatrixXd;
typedef Eigen::Matrix<T,Eigen::Dynamic,1> VectorXd;
// define handles
cusolverDnHandle_t cusolverH = NULL;
cublasHandle_t cublasH = NULL;
const int M = 3;
const int N = 2;
const int K = 5;
MatrixXd A;
A = MatrixXd::Random(M,N);
MatrixXd x_ref, x_sol;
x_sol.resize(N,K);
x_ref = MatrixXd::Random(N,K);
MatrixXd b = A*x_ref;
PrintEMatrix(A, "A");
PrintEMatrix(b, "b");
PrintEMatrix(x_ref, "x_ref");
#define CUSOLVER_ERRCHK(x) \
assert(x == CUSOLVER_STATUS_SUCCESS && "cusolver failed");
#define CUBLAS_ERRCHK(x) \
assert(x == CUBLAS_STATUS_SUCCESS && "cublas failed");
CUSOLVER_ERRCHK(cusolverDnCreate(&cusolverH));
CUBLAS_ERRCHK(cublasCreate(&cublasH));
T *d_A, *d_b, *d_work, *d_work2, *d_tau;
int *d_devInfo, devInfo;
gpuErrchk(cudaMalloc((void**)&d_A, sizeof(T)*M*N));
gpuErrchk(cudaMalloc((void**)&d_b, sizeof(T)*M*K));
gpuErrchk(cudaMalloc((void**)&d_tau, sizeof(T)*M));
gpuErrchk(cudaMalloc((void**)&d_devInfo, sizeof(int)));
gpuErrchk(cudaMemcpy(d_A, A.data(), sizeof(T)*M*N, cudaMemcpyHostToDevice));
gpuErrchk(cudaMemcpy(d_b, b.data(), sizeof(T)*M*K, cudaMemcpyHostToDevice));
int bufSize,bufSize2;
// in-place A = QR
CUSOLVER_ERRCHK(
cusolverDnDgeqrf_bufferSize(
cusolverH,
M,
N,
d_A,
M,
&bufSize
)
);
gpuErrchk(cudaMalloc((void**)&d_work, sizeof(T)*bufSize));
CUSOLVER_ERRCHK(
cusolverDnDgeqrf(
cusolverH,
M,
N,
d_A,
M,
d_tau,
d_work,
bufSize,
d_devInfo
)
);
gpuErrchk(cudaMemcpy(&devInfo, d_devInfo, sizeof(int),
cudaMemcpyDeviceToHost));
assert(0 == devInfo && "QR factorization failed");
// Q^T*b
CUSOLVER_ERRCHK(
cusolverDnDormqr_bufferSize(
cusolverH,
CUBLAS_SIDE_LEFT,
CUBLAS_OP_T,
M,
K,
N,
d_A,
M,
d_tau,
d_b,
M,
&bufSize2
)
);
gpuErrchk(cudaMalloc((void**)&d_work2, sizeof(T)*bufSize2));
CUSOLVER_ERRCHK(
cusolverDnDormqr(
cusolverH,
CUBLAS_SIDE_LEFT,
CUBLAS_OP_T,
M,
K,
min(M,N),
d_A,
M,
d_tau,
d_b,
M,
d_work2,
bufSize2,
d_devInfo
)
);
gpuErrchk(cudaDeviceSynchronize());
gpuErrchk(cudaMemcpy(&devInfo, d_devInfo, sizeof(int),
cudaMemcpyDeviceToHost));
assert(0 == devInfo && "Q^T b failed");
// need to explicitly copy submatrix for the triangular solve
T *d_R, *d_b_;
gpuErrchk(cudaMalloc((void**)&d_R, sizeof(T)*N*N));
gpuErrchk(cudaMalloc((void**)&d_b_,sizeof(T)*N*K));
dim3 thd_size(32,32);
dim3 blk_size((N+thd_size.x-1)/thd_size.x,(N+thd_size.y-1)/thd_size.y);
Ker_CopyUpperSubmatrix<T><<<blk_size,thd_size>>>(d_A, d_R, M, N, N);
blk_size = dim3((N+thd_size.x-1)/thd_size.x,(K+thd_size.y-1)/thd_size.y);
Ker_CopyUpperSubmatrix<T><<<blk_size,thd_size>>>(d_b, d_b_, M, K, N);
// solve x = R \ (Q^T*B)
const double one = 1.0;
CUBLAS_ERRCHK(
cublasDtrsm(
cublasH,
CUBLAS_SIDE_LEFT,
CUBLAS_FILL_MODE_UPPER,
CUBLAS_OP_N,
CUBLAS_DIAG_NON_UNIT,
N,
K,
&one,
d_R,
N,
d_b_,
N
)
);
gpuErrchk(cudaDeviceSynchronize());
gpuErrchk(cudaMemcpy(x_sol.data(), d_b_, sizeof(T)*N*K,
cudaMemcpyDeviceToHost));
PrintEMatrix(x_ref, "x_ref");
PrintEMatrix(x_sol, "x_sol");
std::cout << "solution l2 error = " << (x_ref-x_sol).norm()
<< std::endl;
exit(0);
return 0;
}
//##############################################################################